| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
2,085.53 |
2,050.64 |
-34.89 |
-1.7% |
2,113.12 |
| High |
2,094.22 |
2,064.73 |
-29.49 |
-1.4% |
2,141.08 |
| Low |
2,040.43 |
2,040.01 |
-0.42 |
0.0% |
2,092.03 |
| Close |
2,049.71 |
2,051.76 |
2.05 |
0.1% |
2,107.05 |
| Range |
53.79 |
24.72 |
-29.07 |
-54.0% |
49.05 |
| ATR |
37.51 |
36.60 |
-0.91 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.33 |
2,113.76 |
2,065.36 |
|
| R3 |
2,101.61 |
2,089.04 |
2,058.56 |
|
| R2 |
2,076.89 |
2,076.89 |
2,056.29 |
|
| R1 |
2,064.32 |
2,064.32 |
2,054.03 |
2,070.61 |
| PP |
2,052.17 |
2,052.17 |
2,052.17 |
2,055.31 |
| S1 |
2,039.60 |
2,039.60 |
2,049.49 |
2,045.89 |
| S2 |
2,027.45 |
2,027.45 |
2,047.23 |
|
| S3 |
2,002.73 |
2,014.88 |
2,044.96 |
|
| S4 |
1,978.01 |
1,990.16 |
2,038.16 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.54 |
2,232.84 |
2,134.03 |
|
| R3 |
2,211.49 |
2,183.79 |
2,120.54 |
|
| R2 |
2,162.44 |
2,162.44 |
2,116.04 |
|
| R1 |
2,134.74 |
2,134.74 |
2,111.55 |
2,124.07 |
| PP |
2,113.39 |
2,113.39 |
2,113.39 |
2,108.05 |
| S1 |
2,085.69 |
2,085.69 |
2,102.55 |
2,075.02 |
| S2 |
2,064.34 |
2,064.34 |
2,098.06 |
|
| S3 |
2,015.29 |
2,036.64 |
2,093.56 |
|
| S4 |
1,966.24 |
1,987.59 |
2,080.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,135.55 |
2,040.01 |
95.54 |
4.7% |
31.62 |
1.5% |
12% |
False |
True |
|
| 10 |
2,141.08 |
2,016.69 |
124.39 |
6.1% |
27.11 |
1.3% |
28% |
False |
False |
|
| 20 |
2,147.68 |
1,999.59 |
148.09 |
7.2% |
31.40 |
1.5% |
35% |
False |
False |
|
| 40 |
2,224.43 |
1,980.18 |
244.25 |
11.9% |
39.80 |
1.9% |
29% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.6% |
38.40 |
1.9% |
28% |
False |
False |
|
| 80 |
2,239.23 |
1,969.52 |
269.71 |
13.1% |
34.26 |
1.7% |
30% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.1% |
33.88 |
1.7% |
57% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.1% |
33.87 |
1.7% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.79 |
|
2.618 |
2,129.45 |
|
1.618 |
2,104.73 |
|
1.000 |
2,089.45 |
|
0.618 |
2,080.01 |
|
HIGH |
2,064.73 |
|
0.618 |
2,055.29 |
|
0.500 |
2,052.37 |
|
0.382 |
2,049.45 |
|
LOW |
2,040.01 |
|
0.618 |
2,024.73 |
|
1.000 |
2,015.29 |
|
1.618 |
2,000.01 |
|
2.618 |
1,975.29 |
|
4.250 |
1,934.95 |
|
|